Statistics

ST773 - Stochastic Modeling

• Prerequisites: ST 746 or BMA 772
• Term & Frequency: every other year
• Student Audience: Ph.D. requirement for BMA Ph.D. students, elective for MA/ST/OR students
• Credit: 3 credits
• Recent Texts: Probabilistic Models in Engn. Sciences, Vol. II, Harold J. Larson, Bruno O. Shubert, Wiley and Sons, 1979
• Recent Instructors: Charles E. Smith
• Background and Goals: This course is designed to prepare students to use continuous time stochastic models in biological and physical systems.
• Content: Survey of modeling approaches and analysis methods for data from continuous state random processes. Emphasis on differential and difference equations with noisy input. Doob-Meyer decomposition of process into its signal and noise components.Examples from biological and physical sciences, and engineering. Student project.
• Alternatives: None
• Subsequent Courses: BMA students take BMA 774

SP 2013 Sections: